+293.0%
IBKR vs TT
+119.8%
+173.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | -1.3% | -1.2% | -0.1% | -0.7% |
| 30D | -0.2% | -7.3% | +7.1% | +3.7% |
| 3M | +3.0% | -3.6% | +6.6% | +4.4% |
| 6M | +33.9% | +2.8% | +31.0% | +31.0% |
| YTD | +42.5% | +14.5% | +28.0% | +31.7% |
| 1Y | +44.9% | +7.4% | +37.4% | +38.2% |
| 3Y | +293.0% | +116.2% | +176.8% | +218.0% |
| All | +293.0% | +119.8% | +173.2% | +218.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling